Implicit linking of local .so

["J. Perkins" <jason@379.com>]

I've been trying to find an answer to this problem for quite a
while, maybe (hopefully) someone here can help out.

I have a shared library with a large number of entry points (it's
a portable game development library, so it's kind of on-topic). 
This library is specific to my application, so I don't want to install
it into a system path if at all possible. Ideally, I would like to 
leave it in my application directory, right next to the executables.
But if I do that, the system linker can't find the library, and I'm
stuck explicitly linking a large, still in flux, C++ API, PITA. 

Does anyone know of a way to tell the linker "hey, I want to
put my library right here", where "here" is a path relative to
the main executable, and which doesn't involve messing around
with the system-wide settings?

Any assistance wildly appreciated,
Jason